Remarks on Large Sample Estimators for Some Discrete Distributions
L. R. Shenton, K.O. Bowman · Technometrics · 1967
This paper is concerned with the relative importance of second order terms in the biases and covariances of moment and maximum likelihood estimators for the parameters of two- parameter discrete distributions. It calls attention to the fact that first order asymptotics may be very misleading in cases where the estimators involve singularities, a not infrequent occurrence with compound distributions and mixtures of distributions.